FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 27000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.95
Theta: -1.38
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 7.55 | -2.65 | 16.80 | 747 | 70 | 904 | |||
| 3 Apr | 24724.95 | 10 | -1 | 17.51 | 624 | 120 | 838 | |||
| 2 Apr | 24750.05 | 11.05 | -0.7 | 17.05 | 724 | -62 | 716 | |||
|
|
||||||||||
| 1 Apr | 24529.40 | 11 | -11.35 | 18.12 | 1,467 | 202 | 779 | |||
| 28 Mar | 25074.90 | 21.9 | -3.95 | 15.03 | 1,904 | 464 | 577 | |||
| 27 Mar | 25011.15 | 29 | 8.3 | 15.94 | 282 | 33 | 109 | |||
| 26 Mar | 24829.60 | 23 | 2.1 | 16.15 | 108 | 32 | 75 | |||
| 25 Mar | 25086.00 | 21.75 | -58.2 | 14.32 | 72 | 42 | 42 | |||
For Nifty Financial Services - strike price 27000 expiring on 24APR2025
Delta for 27000 CE is 0.02
Historical price for 27000 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 7.55, which was -2.65 lower than the previous day. The implied volatity was 16.80, the open interest changed by 70 which increased total open position to 904
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 10, which was -1 lower than the previous day. The implied volatity was 17.51, the open interest changed by 120 which increased total open position to 838
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 11.05, which was -0.7 lower than the previous day. The implied volatity was 17.05, the open interest changed by -62 which decreased total open position to 716
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 11, which was -11.35 lower than the previous day. The implied volatity was 18.12, the open interest changed by 202 which increased total open position to 779
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 21.9, which was -3.95 lower than the previous day. The implied volatity was 15.03, the open interest changed by 464 which increased total open position to 577
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 29, which was 8.3 higher than the previous day. The implied volatity was 15.94, the open interest changed by 33 which increased total open position to 109
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 23, which was 2.1 higher than the previous day. The implied volatity was 16.15, the open interest changed by 32 which increased total open position to 75
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 21.75, which was -58.2 lower than the previous day. The implied volatity was 14.32, the open interest changed by 42 which increased total open position to 42
| FINNIFTY 24APR2025 27000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 3497.05 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 24724.95 | 3497.05 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 3497.05 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 24529.40 | 3497.05 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 3497.05 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 25011.15 | 3497.05 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 3497.05 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 3497.05 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27000 expiring on 24APR2025
Delta for 27000 PE is -
Historical price for 27000 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 3497.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
